A MODULUS OF CONTINUITY ON THE INCREMENTS OF A TWO-PARAMETER GAUSSIAN PROCESS

  • Hwang, Kyo-Shin (Department of Mathematics College of Natural Science Gyeongsang National University) ;
  • Choi, Yong-Kab (Department of Mathematics College of Natural Science Gyeongsang National University)
  • Published : 1998.10.01

Abstract

A modulus of continuity on the increments of a two-parameter Gaussian process is obtained via estimating large deviation probability inequalities on the suprema of the Gaussian process.